################################################################################################################################################################################## REPLICATION FILES FOR:###### �Categories, Creditworthiness and Contagion:
### How Investors' Shortcuts Affect Sovereign Debt Markets"###### Journal: International Studies Quarterly###### Authors:		Sarah Brooks, Ohio State University###			Layna Mosley, University of North Carolina, Chapel Hill###			Raphael Cunha, Ohio State University###############################################################################################################################################################################All the tables in the article and the data appendix were produced in Stata (v. 11.2) and all the figures in the article and the data appendix were produced in R (v. 3.1.1). Below you will find a description of all the files needed to replicate each part of the analysis.1) MONTHLY DATA ANALYSIS: The analysis of the monthly data on CDS prices and sovereign bond spreads can be replicated with the Stata files listed below. This includes Tables 1, 2, and 3 of the main text and Tables A6, A7, A8, A9, A12, and A13 of the Data Appendix.- Monthly_data.dta- Monthly_data_analysis.do2) ANNUAL DATA ANALYSIS: The analysis of the annual data on sovereign bond spreads can be replicated with the Stata files listed below. This includes Tables A3 & A4 of the Data Appendix.- Annual_data.dta- Annual_data_analysis.do3) FIGURES: All the figures, both in the main text and in the Data Appendix, were produced in R using the files listed below:- Figures.R- Monthly_data.dta- Daily_CDS_bloomberg.csv- Daily_spreads_bloomberg.csv